I’m unbelievably frustrated. The fact I have to hunt and find all of my “sale” items after having to change the price of each item individually with a “bulk” edit that only works in small batches at a time is ridiculous. GIVE US A SORT BY PRICE OPTION FROM THE ADMIN PAGE, PLEASE!!! 
I have to otherwise go back and find everything one by one in a sea of random liquidation products to add them to a collection. Come on, shopify!
You can create an automated collection, where the condition is “compared at price is greater than 0” … and then you’ll be able to see all of your ‘on sale’ products in one place.